CME Canadian Dollar Future December 2017
Trading Metrics calculated at close of trading on 17-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
0.7871 |
0.7925 |
0.0054 |
0.7% |
0.7778 |
High |
0.7923 |
0.7933 |
0.0010 |
0.1% |
0.7923 |
Low |
0.7860 |
0.7890 |
0.0030 |
0.4% |
0.7742 |
Close |
0.7919 |
0.7895 |
-0.0023 |
-0.3% |
0.7919 |
Range |
0.0063 |
0.0043 |
-0.0020 |
-32.3% |
0.0181 |
ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
325 |
136 |
-189 |
-58.2% |
2,033 |
|
Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8035 |
0.8008 |
0.7919 |
|
R3 |
0.7992 |
0.7965 |
0.7907 |
|
R2 |
0.7949 |
0.7949 |
0.7903 |
|
R1 |
0.7922 |
0.7922 |
0.7899 |
0.7914 |
PP |
0.7906 |
0.7906 |
0.7906 |
0.7902 |
S1 |
0.7879 |
0.7879 |
0.7891 |
0.7871 |
S2 |
0.7863 |
0.7863 |
0.7887 |
|
S3 |
0.7820 |
0.7836 |
0.7883 |
|
S4 |
0.7777 |
0.7793 |
0.7871 |
|
|
Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8404 |
0.8342 |
0.8018 |
|
R3 |
0.8223 |
0.8161 |
0.7968 |
|
R2 |
0.8042 |
0.8042 |
0.7952 |
|
R1 |
0.7980 |
0.7980 |
0.7935 |
0.8011 |
PP |
0.7861 |
0.7861 |
0.7861 |
0.7877 |
S1 |
0.7799 |
0.7799 |
0.7902 |
0.7830 |
S2 |
0.7680 |
0.7680 |
0.7885 |
|
S3 |
0.7499 |
0.7618 |
0.7869 |
|
S4 |
0.7318 |
0.7437 |
0.7819 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8115 |
2.618 |
0.8045 |
1.618 |
0.8002 |
1.000 |
0.7976 |
0.618 |
0.7959 |
HIGH |
0.7933 |
0.618 |
0.7916 |
0.500 |
0.7911 |
0.382 |
0.7906 |
LOW |
0.7890 |
0.618 |
0.7863 |
1.000 |
0.7847 |
1.618 |
0.7820 |
2.618 |
0.7777 |
4.250 |
0.7707 |
|
|
Fisher Pivots for day following 17-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7911 |
0.7893 |
PP |
0.7906 |
0.7891 |
S1 |
0.7900 |
0.7889 |
|